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This package was removed from CRAN on 2025-06-13. Its history is shown below.
Reason: issues were not corrected despite reminders
Details below reflect version 0.1.1, its last release before removal.

Simulation of Various Risk Processes

0packages depend
–downloads / year
–test coverage
–flavors OK

Overview

About

A (not yet exhaustive) collection of common models of risk processes in actuarial science, represented as formal S4 classes. Each class (risk model) has a simulator of its path, and a plotting function. Further, a Monte-Carlo estimator of a ruin probability for a finite time is implemented, using a parallel computation. Currently, the package extends two classical risk models Cramer-Lundberg and Sparre Andersen models by including capital injections, that are positive jumps (see Breuer L. and Badescu A.L. (2014) doi:10.1080/03461238.2011.636969). The intent of the package is to provide a user-friendly interface for ruin processes' simulators, as well as a solid and extensible structure for future extensions.

Changes in 0.1.1
  • initial release

From NEWS.md in the release

Install

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

Documentation

In release 0.1.1
READMEYes · 113 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 0.1.1Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
19
Examples that run
100%11 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
42%

Downloads

Daily download trend is not available in this view yet.
Also on49 r2u7 autocran46 c2d4u

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (3)
methodsparallelggplot2
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
–indirect (not tracked)

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Author, Maintainer since 0.1.1 (2018)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • archivedRemoved from CRAN
    2025-06-13
    issues were not corrected despite reminders
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 0.1.1
    2018-07-30
  • R
    R 3.5.0 released · 2018-04-23

Package metadata

First published
2018-07-30
Total releases
1 / 8 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ruin")
Rudnytskyi, I. (n.d.). ruin: Simulation of Various Risk Processes (Version 0.1.1) [Computer software]. Retrieved October 24, 2026, from https://CRAN.R-project.org/package=ruin

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ruin version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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